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.