www.site.com and site.com difference and should I choose between the two?

Hi, can someone tell me what is the difference between the two, I am using cloudflare and W3total cache to try speed up my site, but when I test using webtestpage, only the https://www.site.com showed faster loading times and use of CDN, while site.com does not.

Is it okay just to leave that, or should I use htaccess to redirect to just one?and which one should I choose?

Thanks,