Thanks for the identity and I found this info.
Never thought of a caterpillar living through winter and then going to a cocoon in the spring.

http://www.mynatureapps.com/observing-the-woolly-bear/

now I will have to keep an eye on the ones I know of and see if i catch them in the cocoon

it was pure luck that I spotted the adult and then included the pic as I did not realize it would be the same species