I don't think that either syslog nor syslog-ng, nor newsyslog, nor logrotate, handle renaming or creating logfiles with timestamps or something like that. An option would be to tell newsyslog to rotate every single logfile at midnight, and then have a local script rename every *.0.bz2 (or *.0.gz) to *.`date -v-1d +%Y%m%d`.bz2 (or .gz, whatever). This does cause a lot of clutter in /var/log, so you might want to move things out of the way to /var/log/month/ or /var/log/week.