The wind arrows shown in the game are only predictions. The wind your boat is experiencing may be slightly different in strength and direction from this forecast.
As in reality, your boat may experience gusts of wind, but also periods of slightly lighter wind.
If this wind variation reaches a threshold that triggers a sail change and you have Auto Sails enabled, the sail will be switched to the most efficient one. In this case, your boat is not slowed down by the maneuver. The Auto TWA remains operational and keeps up with the wind.
The in-game dashboard shows the speed of your boat using the current wind forecast. The displayed speed is calculated according to the wind forecast, taking into account the polars of the active sail.