Wi-fi turns off even when charging

I have just bought a new iphone 5 and i have noticed a problem with the wifi. It turns off every time the phone is in sleep. Ok, I have red in some threads that this kind of behaviour is normal when the phone is not in charge, but I have noticed that the wifi turns off even when chrging, and now it doesent do the automatic icloud backup. I have already done a network reset but nothing fixed it. This is really frustrating, whats happening???