To show the comparison of any report over the prior year(s), you need to include "Fiscal Year" in the columns.  By the way, the prior year must contain data, to show the prior year.

Fiscal Day, Week, and Period will be the same each year, so if you use Fiscal Year, Week, or Period as the column and then filter the report for a specific Fiscal Period, Week, or Day, that should give you what you’re looking for.  In my example above I filtered to Week 40 and it shows the years side by side for week 40.

You could also add a filter for fiscal year to only get this year and last if you wanted (or you can click and un-click them in the chart legend beneath the chart to show/hide on the fly).