First of all, not a security cam:
From the Wyze Terms of Service:
“The products and services are not intended for use as security or life safety devices or services (such as a burglar alarm or monitoring system). Please do not rely on the products and services for any such critical uses.”
Second, a better approach might be to ask how this can be done, or what wishlist items already ask for such a feature.
Until something better is implemented (this is not a mature product!) you can currently pull the SD card and copy whatever dates and times you want to back up from the “record” folder.
You can also vote for this wishlist item, or create your own: