Yes and no.
If you want all alphanumerics, you want [\p{Alphabetic}\p{GC=Number}]. The \w contains both more and less than that. It specifically excludes any \pN which is not \p{Nd} nor \p{Nl}, like the superscripts, subscripts, and fractions. Those are \p{GC=Other_Number}, and are not included in \w.
Because unlike most regex systems, Perl complies with Requirement 1.2a, “Compatibility Properties” from UTS #18 on Unicode Regular Expressions, then assuming you have Unicode strings, a \w in a regex matches any single code point that has any of the following four properties:
\p{GC=Alphabetic}
\p{GC=Mark}
\p{GC=Connector_Punctuation}
\p{GC=Decimal_Number}
Number 4 above can be expressed in any of these ways, which are all considered equivalent:
\p{Digit}
\p{General_Category=Decimal_Number}
\p{GC=Decimal_Number}
\p{Decimal_Number}
\p{Nd}
\p{Numeric_Type=Decimal}
\p{Nt=De}
Note that \p{Digit} is not the same as \p{Numeric_Type=Digit}. For example, code point B2, SUPERSCRIPT TWO, has only the \p{Numeric_Type=Digit} property and not plain \p{Digit}. That is because it is considered a \p{Other_Number} or \p{No}. It does, however, have the \p{Numeric_Value=2} property as you would imagine.
It’s really point number 1 above, \p{Alphabetic} ,that gives people the most trouble. That’s because they too often mistakenly think it is somehow the same as \p{Letter} (\pL), but it is not.
Alphabetics include much more than that, all because of the \p{Other_Alphabetic} property, as this in turn
includes some but not all \p{GC=Mark}, all of \p{Lowercase} (which is not the same as \p{GC=Ll} because it adds \p{Other_Lowercase}) and all of \p{Uppercase} (which is not the same as \p{GC=Lu} because it adds \p{Other_Uppercase}).
That’s how it pulls in \p{GC=Letter_Number} like Roman numerals and also
all the circled letters, which are of type \p{Other_Symbol} and \p{Block=Enclosed_Alphanumerics}.
Aren’t you glad we get to use \w? :)