If there was a way to generically make WordPress faster in any case… then that function would have been included in WordPress since long.
Of course, building a page on-the-fly in WordPress for a visitor takes some effort for the server: PHP should be loaded, then WordPress should be called, and the PHP session needs to open hundreds of files and several times in the process fetch stuff from the database (various settings, the list of enabled plugins, the link to your current theme and the text content itself). But WordPress in itself is relatively fast.
Depending on your situation, you may be able to use some shortcuts. The most obvious one would be caching: If your pages don’t change dynamically for each visitor (like Facebook, for instance), then you can use can store and reuse already built pages to show visitors, instead of running through the whole page-building process every time. ( https://wordpress.org/plugins/tags/cache/ )
Besides that, WordPress optimization is more about making smart choices and analyzing the efficiency of your site: Using a theme and plugins that don’t clog down stuff, optimizing your images, etc.
