On WP8 is a LOT, LOT faster. However, WhatsApp has been a disappointment lately on WP7-8 and Android (many friends have problems with it as well).
In my case, when I receive a toast notification, I open the app but the message doesn't show. I exit the app using the back button and just as I exit it the same toast shows again. If I open WhatsApp again, the message is there. This same thing applies sometimes when sending a message. It stays with the clock icon for a long time. If I exit the app, open it again and go into that conversation, the message is showed as sent.
I only hope they can up their game because I can't use another. All of my friends use it on other platforms.