We analyze the light scattered by a single InAs quantum dot interacting with a resonant continuous-wave laser. High-resolution spectra reveal clear distinctions between coherent and incoherent scattering, with the laser intensity spanning more than four orders of magnitude. We find that the fraction of coherently scattered photons can approach unity under sufficiently weak or detuned excitation, ruling out pure dephasing as a relevant decoherence mechanism. We show how spectral diffusion shapes spectra, correlation functions, and phase coherence, concealing the ideal radiatively broadened two-level system described by Mollow.