While WKWebView on iOS9 loads local files, it doesn't handle every case like the old UIWebView. For example you cannot use XHR to read local file, and canvas.toDataURL() is forbidden if there is local-related data in the canvas. So local is basically treated as another domain.
I endup with GCDWebServer. Create a small local http server and load assets from it. And don't forget to add localhost to info.plist for ATS