Commercial Fixed Wing
Flight Crew Air Transport Pilot (ATP); Flight Crew Multiengine; Flight Crew Instrument
Distraction; Training / Qualification; Fatigue; Situational Awareness
Deviation / Discrepancy - Procedural Published Material / Policy; Inflight Event / Encounter Weather / Turbulence
General None Reported / Taken
Environment - Non Weather Related; Human Factors; Weather
I was PF and the Captain was PM. We had winds gusting to 190/22G40 knots and low-level wind shear advisories in effect. Around 500 feet or so; I was task saturated just trying to fly the plane and I did not see the altitude. We got a wind shear caution. I said 'continuing' and the Captain agreed. He later mentioned he was watching the altitude and we were continuously trending up. We should have used the wind shear escape maneuver according to the SOP. We had wind shear advisories on the first two approaches; had reviewed the SOPs and briefed that with a caution we may choose to continue or perform the wind shear escape maneuver.  A warning and we would be getting out of there. We briefed the entire maneuver to ensure it was fresh for both of us and we were clear on our individual roles. Since we briefed on the approach that we would decide with a Caution; it was fresh in our minds. The Captain mentioned in cruise that we should have performed the wind shear escape maneuver because we were departing. Contributing causes; last leg of 4 flying around weather; moderate turbulence all day; almost diverted and had to hold due to weather on last leg; wind shear on approach and flying at night. I am relatively low time ~120 hours in 7 months; an average of 17 hours a month; which has led to poor consolidation of knowledge.
Air Carrier First Officer reported not following Standard Operating Procedures in a wind shear situation during departure and cited fatigue; weather; and low flight time in the last several months as contributing factors.