Performance improvements could come from i.e. unsupported and thus unvirtualized eye-candy DirectX features which would have a negative impact on performance under normal circumstances. Anyway, afaik all the mentioned games have OpenGL renderers, but I assume that you use the stanard DirectX renderer in World of Warcraft.
On the other hand, performance drawbacks because of wine's virtualization are very small but naturally they do exist. Adding an extra layer of wrapping takes time. Of course, maybe wine's handling of win32-specific calls and systems is more efficient than Microsoft's implementation in their operating systems ;-)