Hmm... I doubt that the speed of execution of SQL statements is significantly affected by whether the script is run from a .WBT file or pre-compiled into a .EXE.
Remember, a script compiled to a .EXE is nothing more than a stub .EXE file with a .WBC file embedded inside it and some minimal native code required to load the WIL interpreter and instruct it to start processing the tokenized [pre-compiled] WBC content.
If you were to execute a script a .WBT file 100,000 times in a row, you'd incur the overhead cost of tokenizing that script once per loop iteration. If you ran a .EXE containing a compiled script, you wouldn't pay the tokenizing cost at all.
IIRC, WinBatch and PoweShell both completely tokenize every script at the time that the interpreter loads the script into memory, as this is necessary before the interpreter can actually execute the script code.