I was just benchmarking routers in VM. I also tested Openvpn vs Wireguard. Results:

  Openwrt 18.06.4 32-bit
  wireguard: 645 Mbit/s ping 1.1ms
  openvpn: 164 Mbit/s ping 1.2ms

  Openwrt 19 (snapshot r11159) 64-bit:
  wireguard: 1.16 Gbit/s ping 1.1ms
  openvpn: 230 Mbit/s ping 1.2ms

  pfsense 2.4.4-p3 (amd64):
  openvpn: 115 Mbit/s ping 1.2ms

It was tested by moving traffic between two virtual bridges, Debian>router>Debian, on KVM (libvirt), CPU E3-1270, kernel: 4.19.0-4-amd64 #1 SMP Debian 4.19.28-2 (2019-03-15) x86_64

1 core, 2GB per VM

iperf3 -t 60

  Settings:
  Wireguard: defaults
  OpenVPN: no compression, udp, tun, defaults

I would also note that I setting wg took about 5-10 minutes while setting openvpn took about an hour.

Sure there are, many threads about wireguard include performance comparisons to openvpn. Most home routers that can install both see a significant increase (I saw about 3-4x if I remember correctly).

Also see the endless discussions on how to deliver 100 Mbit/s for single connections on OpenVPN. It is absolutely insane, you have to spend many hundreds of dollars on hardware to have a fighting chance. And even if you get hardware acceleration that doesn't help nearly as much as you'd expect. And aside from cost the power consumption required for such hardware is very prohibitive for most.

Meanwhile my phone (first gen. Pixel (so three generations behind)), over wifi, gets at least 60 mbit/s over wireguard to a weak home router and then out to internet.

Do any independent benchmarks show it to be no faster?

Yeah, but nobody cares. OpenVPN is horribly slow and wireguard isn't, there's no point in comparing these two.

You wouldn't have an independent benchmark comparing a GTR and a semi truck.