Actually, the motion sensing technology inside both is the same. Manufacturers use the same sensors for both. So a good wired detector will be as sensitive as a wireless one. The lesser wireless sensors will be worse as battery life concerns can result in compromises in the design.
The wired sensors will actually signal the panel instantly, there will be a delay with wireless, but they'll still respond within a second or two.
Where burglars remove widows, they generally remove the pane or double glazed unit. Neither a wired nor a wireless contact sensor will detect this. I've never heard of a full window frame being removed, but only a wired sensor would pick that up as the wired option contains a tamper loop that will trigger the alarm once disrupted.