In my tests it was 6-7x slower than on Linux (in VirtualBox on Windows). I assume by better you mean more features?
On a related note I used one of those system event monitor programs (I forget the name) and ran a 1 line Hello World C program, the result was windows doing hundreds of registry reads and writes before and after running my one line of code.
Granted it doesn't take much time but there's this recurring thing of "my computer being forced to do things I do not want it to do."
I also — and this is my favorite, or perhaps least favorite one — ran Windows XP inside VirtualBox (on Windows 10). When you press Win+E in XP, an Explorer window is shown to you. It is shown instantly, fully rendered, in the next video frame. There is no delay. Meanwhile on the host OS (10), there is about half a second of delay, at which point a window is drawn, but then you can enjoy a little old school powerpoint animation as you watch each UI control being painted one by one.
(Don't get me started on the start menu!)
Twenty years of progress!
I would guess better on current Windows than on Windows 95. I don't know about faster, but NTFS is most probably more reliable than FAT32. And also more features of course, and fewer limitations. At least the file size limit (4 Gb) and ownership / rights metadata (ACL).