A great way to get insights into the performance of your app is to add ETW instrumentation. This allows you to monitor what is going on and collect timings as your application is running. If you instrument you app you can answer questions about how long various actions take to complete inside your app.
The .NET runtime and most other components in the Windows stack utilize ETW as well, so you can also get detailed information about memory usage, waits, I/O and so forth.
ETW is available to managed apps through the EventSource class.
You can use Windows Performance Toolkit or PerfView to record and analyze events.