Rainboe has it spot-on but I would like to add:
During a climb to cruise altitude (or descent from cruise altitude), if the wind changes significantly over 1000ft or so, you can get speed variations due to inertia, for the reasons rainboe describes. For example, if descending close to Vmo/Mmo, and you experience an increasing headwind or decreasing tailwind, the speed can exceed the 'barber's pole' and set off the clackers. This is windshear on a larger and more gradual vertical scale than that typically described during approach and landing.
Took off once into some low Sc, tops around 4000', typical for an inversion. The SID involved a turn through 120 degrees and as we broke through the cloud we simultaneously experienced an increasing tailwind (partly due to our turn), an increase in OAT by about 5 degrees and the sun in our eyes! The climb performance suffered momentarily (airspeed dropped by about 5-10 knots). This again illustrated how inertia can affect performance.
Hope this helps,
Eck