It depends. take a look through the NSH Command reference pdf and that will give you some idea of what you can run via NSH. there is a lot of overlap but wmi and powershell can definitely do more than nsh on a windows system.
What many people do is use nsh as a wrapper to run wmi and powershell commands if there is no way to get what’s needed via nsh or bsa. You can have the nsh script chop itself in half, echo the bottom bit, which is all wmi or ps, into another file and than run that file in cscript or ps.
In that way the wmi/ps will run directly on the box and not have any firewall issues. I’ve seen many folks favor powershell over wmi recently.