I've noticed that the page speed and loading time of my website dropped and slowed down after adding the Zendesk Web Widget code.
To get a better understanding of how the widget works on your website and what you can do to improve load time issues, see this article: Web Widget Performance FAQs.
If you use the live chat
One specific part of the Web Widget that you can optimize for your website performance is the live chat functionality of the widget. See these resources for more information: