Sheik's up-b won't ride up the wall like most of the other characters (Fox, Falco, Marth, etc.), unless you're on a stage with perfectly vertical sides, like Fourside or Mushroom Kingdom II. Ways you can deal with this:
1. Begin your up-b from higher up.
2. Go straight up with your up-b and hope you don't get edgehogged or otherwise killed.
3. Very slightly angle your up-b so that you travel between up and up-toward (like an 11 or 1 o'clock direction).
4. Walljump (on Yoshi's Story, Dreamland, Fountain of Dreams, etc.) followed by up-b or airdodge or something.
5. Hold away from the stage immediately after you input your up-b, then input up-toward just before you disappear (frame 35 or 0.583 seconds into your up-b). When starting your up-b, you have a little left-right control over where Sheik goes during that initial hop, which can be enough to pull you away from the stage so your up-b doesn't get stuck on the wall.