Wisconsin is not a member of the Drivers License Compact (DLC) while your home state of Illinois is. This Compact allows member states to exchange information regarding tickets received out of state back to the state in which the motorist was licensed.
Even though Wisconsin is not a member of the DLC their Department of Transportation will still share and exchange information with other state's courts and Department of Motor Vehicles regarding traffic violations. Wisconsin also records out of state traffic convictions on a WI driver's record but does not assess points.
The drivers section of the IL Secretary of State site does not mention specifically that out of state tickets are put on your driving record. However the Illinois Administrative Code Motor Vehicle section gives information on the Illinois offense table. Here it notes that all out-of-state convictions are to be considered and to be coded exactly as Illinois Vehicle Code violations with the exception of the first digit which shall be an "8."
From this Administrative Code information listed above we gather that out of state moving violations will be added to your Illinois driving record and assigned points. Illinois does not have a point system for moving violations.
As for your insurance, once the WI speeding violation is placed on your Illinois driving record it will depend upon your insurance company's rating system if the ticket will affect your rates or not. You should be able to contact your insurance agent to give you information on your company's rating system or the Illinois Division of Insurance where insurance carriers must file their rates.