Windows 8.1 with Windows Defender (real-time) enabled, there's a service that does scan Network traffic for known viruses.
Windows Defender Network Inspection Service*
Helps guard against intrusion attempts targeting known and newly discovered vulnerabilities in network protocols.
Web Protection / Shields provides a placebo effect on it's users, or can slow down your normal Internet browsing speed. You must know if a known malicious file is downloaded, Windows Defender will remove the threat.
*Does not exist in Windows 8, users must upgrade to Windows 8.1.