We would like to take a train from Shanghai to Beijing, see the great wall and return the same day

The fast train between Shanghai and Beijing takes about 5 hours. Time will be very tight for this round journey within one day. If you want to do this, you will need to catch the earliest train leaving at 07:00 from Shanghai. After visiting, you can take an overnight train departing at around 21:30 back to Shanghai. Anyway, I suggest you stay at least a day in Beijing for sightseeing.