Watch overrides audible notification alerts on iPhone

I find no way to get notifications on the watch while also preserving the audio/screen alert on the iPhone.

The watch seems to override. The screen on my phone doesn't even wake when getting a notification.

Hopefully I'm just missing a configuration option somewhere.

I like notifications on the watch, but I still want my phone act exactly as it would if the watch were not getting notifications. This is the way my Pebble works. I should be able to have the same functionality with the Apple Watch.