Less to the left than you might think. There was a sizable former conservative German Democrat base that supported La Follette for not being too supportive of WWI. Those folks made up the bulk of the Wisconsin GOP from the 1950s onward.
You cannot underestimate the importance of World War I in Wisconsin politics in that era. For instance, in 1920 Woodrow Wilson was so toxic here that Democratic Presidential candidate James Cox managed to get 16% of the vote in Wisconsin. La Follette's success relied on keeping the folks who were staunchly anti-WWI in his fold even though they agreed with him on almost nothing else.
actually from what I know about wisconsin politics, everyone was a republican until the 1950s when many LaFollettites who were formerly republican, migrated into the democratic fold as a backlash against McCarthy (remember McCarthy beat LaFollette in the 1946 republican primary). This is why the state started electing democrats at that time (Proxmire, Nelson, Kastenmeier etc).
No, everyone wasn't a Republican before then at all. The coalition of progressives, poorer WASPs, and Scandinavians were Republicans before then--enough to make Wisconsin a Republican leaning state--but Democrats did occasionally win on the state level even in the late 19th century. The Democratic base was the Germans in Eastern Wisconsin, especially the German Catholics. Then WWI changed all of that.
In the La Follette years Wisconsin effectively had a three party system: the normal Republicans, the La Follette Republicans, and the Democrats who were currently roaming through the wilderness. There was always a fight in the Republican Primary between the La Follette faction and the conservative faction, both of which hated each other. Eventually the La Follette machine (and it was a political machine) broke down and the conservative side took over the party. At that point, the La Follette faction jumped ship for the Democrats (who were very weak until then), leaving behind a conservative Republican Party mostly of Germans in the eastern half of the state who by then had gotten mad at La Follette on enough other stuff to forget about WWI.
In effect, both in the 1880s and now, Wisconsin had two coalitions, one of Germans in eastern WI and one of working class WASPs and Scandinavians. Over 80 years there was an elaborate series of events that lead to them mostly switching parties. (Yes, I know this is oversimplifying things by ignoring wealthier WASPs, the Irish, the Poles, and minorities.)