If you are concerned that the bottleneck lies with the Website, you can use a product called HTTPWatch. It will show you what is taking a long time to load/render etc. However, it is my experience that the database behind the application is where the performance is being lost.

More detail on your specific case would be helpful, but optimizing the database requires the problem be determined first. This can be done by running Traces to see if there are statement or procedures that are looping or statements causing full table scans because of an indexing problem.