Some dealerships might be willing to work with you, especially if they have the desired color in stock and haven't yet processed all the paperwork for your original purchase. Others may charge a fee, potentially covering administrative costs or any difference in market value (though this is unlikely with the same model and year). Still others may simply refuse the exchange.
Your best bet is to speak directly with the dealership's sales manager or the person you originally purchased the car from as soon as possible to discuss your options. The sooner you act, the higher the likelihood of a successful exchange.