Nope. What drives the yacht is the difference between airspeed (wind) and the surface it stands on. Note that this is constant as long as the wind is constant and totally unrelated to the speed of the yacht itself.
This is why given an unending racetrack, constant headwind, and an indestructible propeller and gearing (and some spherical cows one assumes) the yacht could accelerate indefinitely until Lorentz comes along and makes it even more complicated.