Here's my experience.
I actually felt slight power loss when installed wastegate on my stock turbo sometime back. But then, many factors can be contributing to it as in, wastegate size (Springs/bar rating) and the tuning of the boost controller to work with the wastegate.
I can't really tell for sure because I was changing my ECU from HKS F-Con V to Power FC together with my wastegate/exhaust manifold (Itchy hand mod, add very little or no value to HP...Zzz) 'upgrade' back then. So it might also be the HKS ECU is actually better/more responsive compared to my current PFC. Sigh..