Some times ago I made an experiment. After hooking up different wires at the same time, I played a mono cd and toggled with the balance control between left and right channel.
They did sound different, not day and night, but clearly and audibly different even for my former girlfriend. I did the same with interconnects and again the difference, even more.
The problem was that in this way I had only an vague impression of the general "signature": clear, dark, cold, warm, I used these words subjectively, without scientific claim. I couldn't say this is truer or better or whatever. Maybe I could say wich I liked more, maybe. Anyway I quickly dropped my experiments ages ago. I bought wires and interconnects on some requisites: the construction quality and the quality of connectors, I like heavy duty stuff, and mangeability, I have to hook up a speakers or an amplifiers, not to secure a boat during a storm.