So I've accepted a offer for company A but a few days into company B has offered me a job which is better in every way. The reason I took company A is because I had been looking for a month or so and didn't think I would get B. Is it wrong to leave a week in?
I don't think it would be wrong. You are there just for a week so i am quite sure you would not have a lot of dependencies yet. I just hope you are not changing just because of financial reasons. Try sitting down with the HR or the person who hired you and politely explain your situation.
