If WD-40 works for you, fine, but I've found that it is not a great gun lubricant......the carrier dries up and it leaves a gummy residue behind. I'll use it in an emergency but not as regular gun maintenance. Some of the newer synthetic gun lubes work better, and I've had good luck with plain old silicone lube.
I wondered about this whenever other posters started talking about their shotguns slowing down in colder temps; my first thought was improper or petroleum based lubes.