You can do this in System > Routing > Routes.
Add a rule for the site you want to go to over the WAN by getting the correct IP Address using the below method:
Get a Websites IP Addresses to exclude from VPN using the Terminal:
host domain name [to obtain IP Address]
whois ip address
use the CIDR ip address range (69.53.224.0/19) [This is the IP I have set for Netflix]
On the rule you create, set the Gateway to WAN.