I've got an all warg rider army and I have mixed success with it, but i've learned a lot in my time playing it. You have to be a boxer, not a puncher, if you follow me.
Cav armies require patience. Most of the time you're better off using the threat of an attack rather than the attack itself, because once you attack you're committed to burning all your Might to maintain the momentum. If you threaten attack, you can sometimes pull your opponent out into more vulnerable positions, or cause infantry to over-extend. You can then reverse field and use your movement to get into the squishier parts of the army.
Regardless, once your opponent is stretched and disrupted, you can attack. Sometimes just the act of pursuing scenario conditions will help to disrupt the enemy, so be patient and choose your fights!
When you attack infantry, you must attack at the end of the line. Cavalry cannot punch through a wall of infantry - much less spear-supported infantry. If your opponent is stubborn and turtles up next to scenery, you may be playing for a draw regardless.
Use the intimidation factor of your big bases as much as you can. I've found a lot of people are daunted by the speed and physical size of a cav army. Let them worry! Move confidently, and be prepared to dance. It annoys the hell out of people if you keep moving just out of their reach. Annoyed people sometimes make mistakes.