Friday to Friday is correct (close of the week to close of the following week)

Suppose the following closing prices
- Friday: \$1,000
- Monday: \$1,025
- Tuesday: \$1,050
- Wednesday: \$1,075
- Thursday: \$1,085
- Friday: \$1,100

Then, Friday's close profit is \$100 and the return is $\frac{\$100}{\$1000}=10\%$.