Yes. Winston blocks the most sophisticated fingerprinting techniques, which exploit manufacturing differences (even between otherwise identical hardware devices) to determine who you are, even if you are in incognito mode or using a VPN. Winston scrambles the data it sends back to fingerprinting sites to keep you fully anonymous.
As an example, watch this video (no audio, yet!) demonstrating cookieless surveillance methods that are being used to track you, even in Incognito Mode, and how Winston blocks them.