It depends on what you define as power. In terms of physical strength, Thor undeniably has an advantage over Wanda. At the same time, Wanda is far more skilled and powerful. She has magic. Wanda is called the Scarlet Witch. She has a harness, a form of dark magic known as Chaos Magic. Chaos Magic manipulates reality. For Thor to beat Wanda, he has to beat her magic. She can control his mind. This is more dangerous than strength alone.