deep inhale

WINE IS NOT AN EMULATOR

It is a translation layer. All it's doing is intercepting syscalls embedded in the executable process by presenting what looks like an interface for the kernel it is trying to call, but is actually a translation layer to the true host kernel, mapping the Windows syscalls to their near-equivalent for the Linux kernel. This differs from emulation as the calls are being translated at a higher level whereas emulators translate the low level machine code sent to the processor.

So Proton and Wine essentially just pretend to be the core Windows processes and services a Windows environment provides to applications. It's a Windows interface to a Linux kernel on the backend. And virtually every syscall on Linux will always be faster than on Windows/NT. So you get faster syscall responses with a neglible and wholly insubstantial added overhead that I would reckon is hard to quantify because it is in fact so damn small that the only way I can think of to observe it is to attach a debugger, which slows down the application process notably so that human's can peer into the execution stack.

TL;DR: no, Windows applications have theoretically been faster on Linux than they ever were on Windows since Wine's inception.