Narrative:

Enroute to ZZZ we received a weather report which informed us that winds at ZZZ exceeded our tailwind landing limitations. Upon reaching denver center; we advised them of the weather at ZZZ and asked to be rerouted to our alternate ril. Reroute was given and we continued toward our alternate. Denver center issued weather alerts for moderate to severe turbulence in the denver area including mountain wave activity due to high winds aloft. We then checked winds at ril; showing that winds were light and slightly favoring runway 26. Weather was also reporting VFR conditions. Denver center vectored us south of ril to avoid some of the reported turbulence and bring us into ril from the west. We requested the RNAV (GPS) Y runway 08 into ril. We were cleared for the approach following crossing hugsi to RNAV (GPS) Y runway 08 and were requested to change frequencies to another denver center. Attempts to reach denver center on the new frequency were unsuccessful. We went back to the previous frequency where we were instructed to continue trying on the new frequency. Meanwhile we heard other traffic being vectored for the approach to follow us into ril. Upon reaching wokpa we made contact with denver center. We had ril in sight and let denver center know. Denver center told us to contact CTAF at ril and cancel with him in the air or on the ground. In hindsight our biggest mistake; we should have canceled when we had the visual. We transitioned to a visual approach and reported to CTAF a 3 mile final and short final visual runway 08. Just before we changed frequencies we heard denver talking to the aircraft to follow us was about 40 miles behind us. Our approach to landing was smooth with light winds and no turbulence. It appeared to be an easy landing. At 30 ft AGL over the landing threshold airspeed increased around 15 knots above vref and then the amber wind shear annunciator illuminated. We initiated a go around and advised CTAF of our go around and advised CTAF we would enter left traffic to return for a visual to runway 08. We remained on CTAF (another mistake) while we cleaned up the aircraft for another visual to runway 08 I contacted the aircraft to follow and requested their position and advised them of our intentions. Eventually made a visual on the aircraft extended our downwind to follow the aircraft and then made an uneventful landing. After landing and clear of runway we contacted ATC to cancel our flight plan. A very irate ATC individual asked what we had done and told us we were still on an IFR flight plan and we needed to contact him on our go around. Obviously realized he was right and told him we initiated a go around for a wind shear alert stayed in VMC conditions communicated with CTAF our position and intentions. We also communicated with aircraft that was following us and advised them of our situation made visual contact to follow them. In a post flight debrief; we both realized since we did not cancel flight plan in the air we were technically still on an IFR flight plan. Though we were VMC; at an uncontrolled field our thoughts were focused on landing and not going around. Fatigue was undeniable a factor. Rest issues need to be addressed within our company regardless of our part 91 status. In addition to this will not miss discussing in detail missed approach procedures in IFR or VFR conditions.

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Original NASA ASRS Text

Title: Corporate jet First Officer reported that while on a diversion to RIL just before touchdown they encountered windshear; performed a go-around; and returned for a visual landing. They had not cancelled their IFR flight plan so should have followed the published missed approach procedure and contacted ZDV.

Narrative: Enroute to ZZZ we received a weather report which informed us that winds at ZZZ exceeded our tailwind landing limitations. Upon reaching Denver Center; we advised them of the weather at ZZZ and asked to be rerouted to our alternate RIL. Reroute was given and we continued toward our alternate. Denver Center issued weather alerts for moderate to severe turbulence in the Denver area including mountain wave activity due to high winds aloft. We then checked winds at RIL; showing that winds were light and slightly favoring Runway 26. Weather was also reporting VFR conditions. Denver Center vectored us south of RIL to avoid some of the reported turbulence and bring us into RIL from the west. We requested the RNAV (GPS) Y RWY 08 into RIL. We were cleared for the approach following crossing HUGSI to RNAV (GPS) Y RWY 08 and were requested to change frequencies to another Denver Center. Attempts to reach Denver Center on the new frequency were unsuccessful. We went back to the previous frequency where we were instructed to continue trying on the new frequency. Meanwhile we heard other traffic being vectored for the approach to follow us into RIL. Upon reaching WOKPA we made contact with Denver Center. We had RIL in sight and let Denver Center know. Denver Center told us to contact CTAF at RIL and cancel with him in the air or on the ground. In hindsight our biggest mistake; we should have canceled when we had the visual. We transitioned to a visual approach and reported to CTAF a 3 mile final and short final visual RWY 08. Just before we changed frequencies we heard Denver talking to the aircraft to follow us was about 40 miles behind us. Our approach to landing was smooth with light winds and no turbulence. It appeared to be an easy landing. At 30 ft AGL over the landing threshold airspeed increased around 15 knots above Vref and then the amber wind shear annunciator illuminated. We initiated a go around and advised CTAF of our go around and advised CTAF we would enter left traffic to return for a visual to RWY 08. We remained on CTAF (another mistake) while we cleaned up the aircraft for another visual to RWY 08 I contacted the aircraft to follow and requested their position and advised them of our intentions. Eventually made a visual on the aircraft extended our downwind to follow the aircraft and then made an uneventful landing. After landing and clear of runway we contacted ATC to cancel our flight plan. A very irate ATC individual asked what we had done and told us we were still on an IFR flight plan and we needed to contact him on our go around. Obviously realized he was right and told him we initiated a go around for a wind shear alert stayed in VMC conditions communicated with CTAF our position and intentions. We also communicated with aircraft that was following us and advised them of our situation made visual contact to follow them. In a post flight debrief; we both realized since we did not cancel flight plan in the air we were technically still on an IFR flight plan. Though we were VMC; at an uncontrolled field our thoughts were focused on landing and not going around. Fatigue was undeniable a factor. Rest issues need to be addressed within our company regardless of our part 91 status. In addition to this will not miss discussing in detail missed approach procedures in IFR or VFR conditions.

Data retrieved from NASA's ASRS site and automatically converted to unabbreviated mixed upper/lowercase text. This report is for informational purposes with no guarantee of accuracy. See NASA's ASRS site for official report.