WiFi is much more efficient at data transfer than 3G/4G or even LTE...so when you're actually using the phone, it will save you battery life as it does not use as much power to function over a WiFi network.
When your phone is in sleep mode, it reverts back to cellular data anyways for almost everything but WiFi updates...so in sleep mode, given the phone isn't really doing much except the occasional push notification, battery life differences are kind of hard to properly register because the phone isn't really performing any major tasks...i would still imagine WiFi would be more efficient just because by nature, if it's more efficient while being used, it's probably the same while asleep.