Dress properly - no matter what weather!
Underwear made of functional material or merino wool keeps you dry and warm. It wicks sweat away from the skin and is pleasantly warm.
A mid-layer garment is worn directly over the underwear and protects the body from the sun and cold, on warmer days you can get by with two layers.
The so-called outer shell is used to protect against the elements, both wind and rain stay outside, heat only escapes when you want it and ventilation allows.