I looked it up in a dictionary (CMUdict) but nothing came up. However, they provide four different pronunciations for
phew and
whew (three of them are for
whew), namely
PHEW F Y UW1, WHEW W UW1, WHEW(1) HH W UW1, WHEW(2) HH Y UW1
(refer to
this chart for words where sounds described by these symbols occur).