OS X Daily points out a better option.
Just click that option and youll disconnect without completely turning off Wi-Fi, making reconnecting a little quicker.
Disconnect from Wi-Fi connection in Mac OS X Without Turning Off Wireless| OS X Daily
Disconnect From a Wi-Fi Network in OS X Without Turning Off Wi-FI
If you’re one of the people who’s having trouble with Wi-Fi in OS X Yosemite, you’re probably pretty sick of toggling the Wi-Fi on and off. OS X Daily
