When checking for a slow proxy it's always a good idea to first check the req/sec and any external delays. Things like slow DNS or slow Active Directory reponse times can cause the MWG to appear slow. If that has been checked and req/sec is in line for the size server, then check the TOP command.
Just type 'top' from the command prompt. Make sure the load average does not exceed the total number of processors on your given MWG device.
Below is a screen shot of a WG-5000 that is over capacity.