Since I started migrating most of the services I run from various TrueNAS jails/VMs to the Proxmox instance, I have also set up a WireGuard® server since I find it way easier to set up than OpenVPN for example, and my router’s implementation of WireGuard® is not the finest at this moment.

Some earlier benchmarks that I’ve done on my home network, using two identical jails, one for OpenVPN and the other for WireGuard®, the WireGuard® instance could serve at least twice the bandwidth (tested using iperf from another external 1Gbit connection) while using less resources (relatively), and the peering was a bit better. However, your mileage may vary depending on the hardware, software, etc.