How do I protect a Buddleja colvilei in the winter?

I've planted a Buddleja colvilei in a well protected corner, but I want to give it extra protection in the winter. How? Do I need to pack it with straw or some other material?

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@Howard Stone Whereabouts in the UK are you?
it should be fine without extra protection.
My B colvilei has been outside in a bed since about 2015 and has thrived.
The RHS have it as H4 hardy throughout most of the UK -5 to -10°C.
You might want to consider moving it next year as it gets quite big, mine is 10ft tall and quite spread and I know of one in Cornwall that has formed a small tree with a 6-8ft trunk. Unlike many Buddlejas that flower on the current years growth; B colvilei flowers on older wood in spring time and if pruned like B davidi you will get no flowers.

 

Buddleja colvilei is quite hardy, as Nigel says. And it gets hardier with age and size. Typical for these mountain Buddlejas, it actually needs some cold exposure (not freezing) to flower properly. It also doesn't like it too hot or too dry in the summer. Winter protection is probably not necessary, but covering with a light fleece if you're expecting a really hard frost can help protect the latent flower buds, which form on the previous year's growth.
The biggest killers over winter are water waterlogging, even though it likes wet summers, and vine-weevil grubs.

 

Wimbledon. It is against a proverbial warm wall in Surrey!

There used to be a pomegranate in the same spot for about 10 years. It produced copious healthy foliage, I never saw a flower but I did see a fruit -- just one, less than a centimetre diameter. I'm now wondering, as per the post from The Buddleja Garden, the flower buds were killed by cold weather in the spring.

 

Thank you gentlemen for these experienced and reassuring replies