I'm on dial-up 56K and don't have noticeable impact, so I would say it has a negligible effect and less so for slower connections as there is theoretically more time to scan content whilst other stuff is downloading. For a very vast broadband connection there is obviously more coming down the pipe very quickly so there might be a slight backlog. Remember this is in theory.
However for normal browsing you are unlikely to see much impact because the content unless very media heavy whilst you are browsing the page other stuff is being scanned and loaded, by the time you browse down the page the content has been scanned.
Unfortunately you don't fall under normal browsing as there might be two people browsing and if one is downloading large media files, etc. they would be possibly hogging the bandwidth making what you do appear slow and that would have nothing to do with the web shield.
