I haven’t done a deep analysis of performance between Apache/Nginx, but anecdotally I’ve noticed NGINX to be faster.
I just saw this topic in the forums where the user improved speed in Windows by using 127.0.0.1 for the DB_HOST in the wp-config.php file:
We’re always looking for ways to make Local better – Do you want to give the above a try and let us know if that helps?