Hi Alberto,
We’ve seen that with WSL on Windows 10, Stan’s performance will actually be faster than in native Windows. The specifics were in this post: Large Cmdstan performance differences Windows vs. Linux
But that whole thread has more discussion of the performance differences between Windows & Linux.
Additionally, RStudio has a great guide on getting RStudio server setup on WSL so you can use RStudio through your web browser, but be running on the WSL backend: https://support.rstudio.com/hc/en-us/articles/360049776974-Using-RStudio-Server-in-Windows-WSL2