Have you found the Captain with the Icon better than a WP with the Icon?
The WP gets less swings, but the re-roll missed hits against the armies you face the most, I think, more than make up for the loss of a swing.
The WP has less armor generally, but in my knight units I find that if he doesnt' break the enemy on the charge he is toast anyway.
In your list, my only question is the Captain vs a WP.
Like I've said before, I have used almost that exact configuration in a tourney before, but the WP instead of the captain.
Also, I've never used more than 5 knights plus a character in a unit that has a War Banner. Is the extra points worth the CR bonus? If you throw in the WP, the hatred re-rolls and 6 wide front rank it is just as good as two ranks of 5 and the captain IMHO. The look when you play a Skaven player when you hit 8 times at S6 is priceless! Then your horses whack a couple more!
My best showing with the WP unit was against a unit with a Skaven Grey Seer. I rolled and hit the unit 6 times and used the hatred re-rolls to get it up to 8. Then my horses hit 4 times and wounded and killed another 2 Skaven. He lost by 5 and I ran down probably 500 VPs. How fun was that!
Just a thought your list is absolutely fine like it is, I would play it in a heartbeat.