We have tested this theory, and the difference is minuscule, especially if you have a powerful server with plenty of RAM.
I believe the other pro’s that WordPress offers in terms of ease of sitemap submission, search-engine friendly URL’s, ability to manage meta tags effortlessly, etc. outweigh any slight disadvantage that may exist in site load times.
FYI – some of the biggest publishing sites in the world now are on WP and often get their content ranked instantaneously.