Perception is reality
From Coding Horror: A really interesting article that gets into depth about why it is important for you to understand how users perceive performance in your application vs how your application actually performs. The article explains why file copying in Windows Vista seems to take longer than in Windows XP. I actuality Vista is faster (it's file copy algorithm has been updated to make copying files a lot faster than XP but Vista introduces some features that cause users to perceive it's performance as slower.
A really interesting read.
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