4 years old begin to pee in bed, in school everywhere

My son was potty trained at age 2 and he never had an accident, now he is 4 years old, recently I enroled him to a new school and he loves it. Unfortunately he begin to pee himself. First I thought because he goes to swimming, three times a week at the new one school and after swimming classes nobody is reminds him if he had to go or not, since he will not pee in the swimming pool. I spoke with him, after that he begin to pee in his bed. What is that? I read  maybe it is about stress, I read maybe he wants more attention? I don't know how to approach. I know he is ashamed because I made him to believe however I don't know If I don't make him ashamed what should I do? Just let him pee on himself?