PERF: follow up to ASV
xref #9715 
- [x] add docs on how to use / add tests (in contributing.md / contributing.rst)
- [x] add/update vbenches to current
- [x] whatsnew note (put in highlites that this is added)
- [ ] test on Windows (basicly works, but had to do some small adjustments)
- [x] get it working with python 3
- [ ] clean up autogenerated tests
  - [ ] fix failing tests
  - [ ] remove redundancy (by putting things in classes and reusing setup, .

cc @qwhelan 
