The column to the left consists of a Calculated column.
The formula needed to translate the information in the Date column is:
=TEXT(WEEKDAY([Date]),"dddd")
Just replace Date with the (internal) name for the column applicable to your own list.
Use dddd to display the full name of the week (for example, 'Sunday').
Use ddd to display the abbreviated name of the week (for example, 'Sun').