BW cubes have mainly two fact tables -- F and E tables. The data is always loaded to the F fact table and the compression process moves the data from the F to the E fact table.
If your F fact table becomes too big, your load process will considerably slow down depending on the volume. Also if the cube is compressed the query performance will improve due to various reasons. It is best to compress the cube every day, keeping only three or four days of non-compressed data.
This was first published in October 2005