BootCamp drivers have been somewhat neglected by Apple in recent years, and are nowadays poorly optimised for Windows on Mac hardware. I'm talking things like battery management, CPU power state optimisations, fan curves, TB peripherals and external display support; Apple has long de-prioritised updating and improving these which makes for a poor experience running windows on recent Mac hardware, compared to running it on a real Windows machine.
So you either trade the slight perormance hit for the convenience of a VM (is what you're doing really *that* time/speed sensitive?), or you go the bootcamp route for the best possible raw CPU throughput / direct access to hw and live with the patchy driver support in other areas like external monitors, thermals and battery life.