I do the opposite. Thinnest possible wool shirt as a base layer. I believe all the natural fiber benefit hype, and think those benefits are maximized against your skin (and synthetics next to my skin eventually irritate it). From there out though, synthetics are hard to beat regarding weight, durability, pack-ability, and mobility.
Synthetic puffy can save your bacon. . . . . .
Typically I,ll run a super thin wool (or anything but cotton) base, then if that's a little cool i,ll add one of the really thin windbreakers and add or subtract layers over that. You can sweat out the base layer, but the wind jacket keeps you from instant chill and your body heat will usually push the moisture out of a thin layer relatively quickly.
When I know i,m going to be kinda damp ALL the time i,ll often use a second wool layer, some nice fluffy (warm, light, quickly shredded) lambs wool item Ive found in a thrift shop. I do use wool care specific lanolin containing washes for my wool and even add a little extra lanolin. In my experience this helps wool retain less water, dry faster, and be warmer than the synthetic fleeces.
Wool IS very nice for trudging around and being cozy
It does work.