The visitors were trailing inside ten minutes courtesy of a Sam Davies penalty and it quickly got worse as Ross Jones and Luke Morgan crossed to give Wales an 18-3 lead.
Things looked bleak when Morgan got his second try with Davies converting and adding a penalty to leave Scotland 25 points adrift.
But with their backs against the walls Wright's side rallied and teenage winger Jamie Farndale scored two well-worked tries to add a gloss of respectability to the scoreline.
And despite losing their first two matches of the Championship, Wright says there are enough bright sparks to give Scotland confidence heading into their clash with France Under-20s.
He said, "I think there was a big improvement in the second half, playing the game at a good tempo and with pace.
"We lost a couple of soft tries in the first half, two tries we shouldn't have but that's international rugby and the boys aren't necessarily used to playing at that pace week in and week out.
"We don't have the big, physical players like they do all over the park so we have to look to play at a high tempo and play to our strengths and we showed we could hurt them when we played at pace.
"But the positives must last longer in the matches and that's what we'll look to do for the next game."