It's as simple as that. I set it all up, hit Sync and the phone says it synced. Then I go into iTunes and the last backup is from the time I had it wired up. Am I missing something?
iPhone 6s, iOS 9.1, 128GB storage
I can't get my 6plus to even sync w/ a wire
Dude, that's just bad.
I don't believe that iTunes Sync would include a backup. It just syncs media and apps with your Mac. If you want to do a backup, you'll need to connect to iTunes with a cable or turn on iCloud backup on the iPhone.
Note that there is no mention of backup of the Apple page about WiFi Sync:
Sync your iPhone, iPad, and iPod touch with iTunes - Apple Support
iPhone 6S WiFi Sync to iTunes not working
