Much work on the performance of Web proxy caching has focused on high-level metrics such as hit rates, but has ignored low-level details such as "cookies," aborted connections, and persistent connections between clients and proxies as well as between proxies and servers. These details have a strong impact on performance, particularly in heterogeneous bandwidth environments where network speeds between clients and proxies are significantly different than speeds between proxies and servers. We evaluate through detailed simulations the latency and bandwidth effects of Web proxy caching in such environments. We drive our simulations with packet traces from two scenarios: clients connected through slow dialup modems to a commercial ISP, and clients on a fast LAN in an industrial research lab. We present three main results. First, caching persistent connections at the proxy can improve latency much more than simply caching Web data. Second, aborted connections can waste more bandwi...