That's a perfect example of what qr// was made for.

for my $day_week( qw(Mon Tue Wed Thu Fri Sat Sun) ) {
    my $regexp = qr/^$day_week/;
    for my $day (qw (Mon Mon Wed Fri Sat Sun Fri Wed Tue Wed)) {
        if($day =~ m/$regexp/) { # do somthing }           
    }
}
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Much clearer and more readable and, yes, more efficient too. tye is right: Never use /o.

Makeshifts last the longest.