An iceboat is a better example than a sailboat. They go substantially faster than the wind. They can do this because their sails are very efficient in terms of being able to sail a very low angles of attack and because they have very low friction WRT their motion.
According to this article, http://www.idniyra.org/articles/IceboatSailingPerformance.ht... the iceboat in question could sail 8 degrees off the wind and achieve a speed 7 times the wind speed.
Picture the propeller of the vehicle being a sail at a very small degree angle of attack (e.g. 8 degrees) while it is "sailing" in circles. Rather than pushing the vehicle body directly like with an iceboat, the energy is coupled to the wheels to drive the body at an arbitrary (but fixed for the vehicle in question) angle relative to the "sail" angle of attack.