Comment by zahllos

I am not the original poster, but there are a few reasons to pick Wireguard.

Performance is better due to the in-kernel drivers, UDP design and crypto choices. If you're simply looking for the fastest option wireguard is it.

Openvpn's protocol is somewhat more janky than wireguard. It looks tls-like but then does its own transport thing. It has a lot of flexible options and ciphersuite choices meaning you could very well pick something less than ideal. The complexity of the code makes an undiscovered bug slightly more likely.

The downside of wireguard, mitigated by some VPN providers, is that it is UDP-only. You may find environments where you cannot tunnel out this way, even if you try to impersonate QUIC by running the remote port on 443. Mullvad has a udp-to-tcp proxy as part of their client and server to work around this.