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

$dU = dQ - PdV$. (Corrected)

Therefore if $dV$ (change in volume) is positive, $dU$ (change in internal energy) is negative.