Performance often depends a lot on what you are doing. I once revesed the sort order of a medium-sized dataset and it more than quadrupled the response time.
To see what others have done, use the Search function at the top of the page. Look for "performance" and (separately) for "slow".
And please keep in mind the fact that, when a WebGrid perfoms well, nobody ever posts anything like "Hey, everyone, my WebGrid has a wonderful response time." 😉
