Like it says on the xkcd about page:
It’s not actually an acronym. It’s just a word with no phonetic pronunciation – a treasured and carefully-guarded point in the space of four-character strings.
Also, from this very thread on July 8, 2016:
Public Service Announcement
In light of the many incorrect capitalizations of my username, I have created a capitalization guide:
- My username should never be put in ALL CAPS, as in YHWX
- The first letter should never be capitalized, as in Yhwx, even at the beginning of a sentence
As a consequence of these two rules, the only acceptable form of my name is ‘yhwx’. No exceptions. That is the only way.
ADDENDUM: The correct order of letters in my username is this: y, then h, then w, then x. No exceptions to this either.