The simple facts are wireless is a half duplex connection (it cannot send and receive simultaneously), it is prone to interference that wired is not prone too, and it does odd things such as renegotiate speeds mid-connection.
You may also take a CPU hit if you're using WPA2 encryption (which you should be using as all other wireless security except ipsec is a waste of effort).
Wireless will never beat wired as a connection. Wireless is a great backup medium to wired, but I wouldn't game over it.