Volume increase in the system is due to work done by the system. Therefore W is negative using your notation. Think of it this way, work done on the system would push the system inwards, decreasing volume. Therefore a volume increase is work done by the system.
Alternatively you could reason using the formula: $dU = dQ - dW$ (using your notation conventions, were $U$ is internal energy, $W$ is work and $Q$ is heat added to the system)
$dW = PdV.$
Therefore
$dU = dQ - PdV$.
Therefore if $dV$ (change in volume) is positive, $dU$ (change in internal energy) is negative.
