We have just published the performance whitepaper for WF 4 at the following location:

http://msdn.microsoft.com/en-us/library/gg281645.aspx

We have done quite some component-level performance measurement for different activities and scenarios. Here is one snapshot that I would like to share with you:

As you can see, WF 4 is 10X – 100X faster than WF 3 at component level. So building a business application using these build blocks has very minimal overhead from the Framework itself. This is also one of the main reasons why we re-designed WF in this version.