pastorp,
Well, if you look at the velocities from Nosler's reloading manual, for example, the 338 Win Mag with a 250 grain Partition is in the 2700-2750 fps muzzle velocity where the Whelen with a 250 grain Partition is 2450-2500 fps for maximum loads. A 200-250 fps difference in velocity is actually quite a difference in energy on the shoulder. And even though the Corps. trained me out to 500 meters, and I have the ability to kill whatever I see, I prefer to keep everything at 200 meters or less, and the Whelen will fit that role just fine.
Second, the .338 Win Mag I have right now, isn't really mine, it's my dad's. It is a belgium action on a custom made stock that is really light weight for a rifle of that calibre and the stock is also about 2 inches longer than normal, cause my dad is 6'8" tall (with really wide shoulders and measures 7' from fingertip to fingertip) and I'm only 6'2" (mom screwed me in the height dept.). Dad doesn't like heavy rifles, and doesn't mind the whallop it gives in return. Not to mention the fact that the stock is longer than I feel comfortable with, it really isn't fun for me to shoot. And when I say it's not fun to shoot, I really mean "that particular f#$&%* rifle is no fun for anybody to shoot". And I'm almost certain, if you fired 1-3 rounds from that rifle, you'd agree with me, unless you're 6'8" and about 320 lbs. and enjoy being kicked by a mule.
And third, its a freaking bolt gun.