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Tableau isn't going to do that for you. Tableau takes whatever is there at the time you connect to the data, and it uses that. And Tableau doesn't really write out anything. (Though there are ways to dump stuff to a CSV file, but it usually takes a user action of some sort to initiate it.)
So you would need to schedule some sort of external job to freeze the data on given intervals. Maybe kick off a job to create a data source extract every Friday, and then blend that to your live data for comparison purposes.
I was supposed I couldn´t do that.
Thanks Joe for answering and giving me a clue.