This tutorial explains how you can install wget directly from source code on macOS. Tested on macOS 10.12.1.

Install it with OpenSSL like this:

curl -O -L https://www.openssl.org/source/openssl-1.0.2j.tar.gz
tar -xf openssl-1.0.2j.tar.gz
cd openssl-1.0.2j

./configure darwin64-x86_64-cc
make depend
make
sudo make install

To uninstall it, just delete this directory:

sudo rm -rf /usr/local/ssl

Now install WGET like this:

curl -O -L http://ftp.gnu.org/gnu/wget/wget-1.18.tar.gz
tar -xf wget-1.18.tar.gz
cd wget-1.18
./configure --with-ssl=openssl --with-libssl-prefix=/usr/local/ssl
make
sudo make install
sudo make uninstall