Sorry to say that combo wouldn't work. Penumbra Wurm's
texts states whenever penumbra wurm is put into a
graveyard from play put a copy of it thats black into
play. Fortitude regenerates the creature, and rules
state if I'm correct a regenerated creature does not
hit the graveyard. Here's a bit of a combo thats not
very solid and can prolly be improved upon that would
work. 
Sneak Attack + Penumbra Wurm + Raise Dead/Return to
battle

You pay one red to put out the wurm using sneak attack

attack with it then it dies at end of turn dealing 6
damage and putting a token in play.

then next turn you play raise dead or return to battle
for one black and use sneak attack again dealing 12
damage and getting another token.

Anyway theres my two cents. =P
Till next time...