You should consider using a parameter instead of a filter. A filter will actually remove all the data that doesn't match it, so that prior week information simply isn't available to report. But, you can use a parameter, populate it with your week numbers, then create some calculated fields to include the current and prior week.
Here's an example using Superstore. Start by creating your parameter. I'll call it simply Week.
Now we want to create a calculated field which will look at the actual dates in our data and match anything that is in the selected week or the piror week.
// Include both the selected week (from the parameter) and the prior week.
IF DATEPART('week',[Order Date])=[Week] THEN
// Always include the selected week.
ELSEIF DATEPART('week',DATEADD('week',1,[Order Date]))=[Week] THEN
// Prior week. Include it.
// Neither prior or current week, so exclude it.
Now drag Include to filters and set it to only include the value "Include".
Finally, build your chart.
Now when you select a week, the calculated field will filter out all data except that week and the prior week.
Prior Week.twbx 2.4 MB