There are several factors to take into account but generally speaking, Ubuntu normally is at disadvantage when installing. This is because Windows is normally at the beginning of the disk, and Ubuntu (or any other distro) is at the end. Disks are faster then closer they are to the start, hence Windows will have shortest seek times, that will give it a boost opposed to Ubuntu.

Another thing is that Windows will not run at the same time that Ubuntu, nor the reverse. Hence while you are running Windows, only your system inherent performance is taken into account. I have not seen (nor imagine) any circumstance that Windows will slow down because you installed Ubuntu.

Bottom line, Windows normally will have the advantage on the hardware, but Ubuntu (Linux) will use it more efficiently. That's all.