I was there in November and December and will be back in two weeks through the end of March or maybe early April.
Yes, it's very "cool" LOL and I generally wear light weight LongJohn bottoms; that a decent sweater and a light weight down jacket are generally enough ... oh. I am amazed how well a scarf works, huge difference.
But to be honest, from breakfast to bed time most often it's between 45 and 55F and that's not frigid.
What really makes you warm is realizing everyone in town is going on with life without comment on the temperature. Just blend in and be like a local and sit in an outside Cafe and enjoy.