Google recently introduced a new drop down option in the AdWords Interface that allows you to compare dates. Remember when comparing dates to not compare a date range that has two Saturdays in one range and only one in the other. Your goal is to always compare apples with apples (e.g. a Monday to Friday compared to the previous Monday to Friday). Although this option is great, it will only show you the data via graphs, so I wanted to draw attention back to the neglected home page of AdWords.
As you can see the below will show you your account compare to ranges with metrics on a table as well and show percent increase or decrease in line with key metrics like CTR, Conversions, Cost Per Conversion etc. I find this area significantly more useful.
Give it a shot and let us know what you think!