Some papers I've written, I've included, in the header with my name and email address, a link to my website, though not to the paper. Just a link to the front page. On joint papers we have all done this.
But only consider doing something like this if everyone approves, including other authors and the journal/conference authority.
But, if you don't own the site (say the university has provided you a web space), I would recommend against it as your affiliation will change eventually and you will lose control of your university owned web site. If your link is to a personal site (as you indicate) that you own and intend to maintain over the long run, say 50 years, then it might be fine.
However, Google and other search engines can find you and your work easily enough. The link isn't really necessary. If the paper has a reference on the site then a search with your name and some part of the title will probably turn it up easily enough. So, I think the advantage would be quite small.