Are you thinking to upload your video in WordPress? Then we will recommend not to host your own video on the same server where you have hosted your WordPress website. The reason behind is your hosting provider allows you limited bandwidth moreover if you upload video on third party sites like YouTube or Vimeo.
You can save your bandwidth and the video quality will be far better then the self hosted video. One more advantages of hosting video in YouTube is you also can generate revenue from the same video if you are planning to generate revenue from blogs or video!