I've found a solution which (more or less) works! Every night, before going to sleep I turn off my W (I've never understood what's the correct mode to keep it during the night!) and in plane mode my iPhone. When I wake up I turn on my Watch and plug the phone to WiFi until I go out. To receive iPhone's notifications in this condition I have to turn on bluetooth until phone and watch plug, then turning off bluetooth, Watch will keep receiving notifications (sometimes it doesn't work at first time!). So, probably, everytime Watch turns on needs to "recognise" his phone, then it can keep finding them even over WiFi.

I've found a solution which (more or less) works! Every night, before going to sleep I turn off my W (I've never understood what's the correct mode to keep it during the night!) and in plane mode my iPhone. When I wake up I turn on my Watch and plug the phone to WiFi until I go out. To receive iPhone's notifications in this condition I have to turn on bluetooth until phone and watch plug, then turning off bluetooth, Watch will keep receiving notifications (sometimes it doesn't work at first time!). So, probably, everytime Watch turns on needs to "recognise" his phone, then it can keep finding them even over WiFi.

EDIT: With Watch OS3, bluetooth pairing seems not necessary: just turning the Watch on, on the same WiFi of the iPhone, it receive phone's notifications!