Proton is at the point where its almost better than native. Worms W.M.D has a native linux version but it only works properly on ubuntu due to some weird library issue. Some people suggest playing the windows version in proton is easier than getting the linux version to work.
I don't know if it's better than native, but Proton is certainly very good.
The only reason I kept a (personal use) Windows system was to play games; WINE and Proton are mature enough that I can run pretty much everything and ditched Windows about a year ago.
