Wifi performance can vary quite a lot per location, as no two environments are 100% alike. Wifi reception also depends on antenna size. So a simple usb wifi dongle with a 'normal' antenne will likely outperform an built-in antenne on the RPi's motherboard.
Example:
Chances are also that the wifi driver has not (yet) been fully optimized. Other than that, if you remotely have the option to use ethernet cable, the choice of network connectivity is a no-brainer.