This is apparently what you get when you cross a whale and a dolphin. I'm a bit confused, though. If something can produce offspring that can produce offspring, isn't that the standard definition of a species (a category of biological classification ranking immediately below the genus or subgenus, comprising related organisms or populations potentially capable of interbreeding, and being designated by a binomial that consists of the name of a genus followed by a Latin or latinized uncapitalized noun or adjective agreeing grammatically with the genus name)? For example, donkeys and horses are not the same species because their offspring are sterile.
The same thing goes for ligers and tigons. It is hard to think of lions and tigers as being the same species, but doesn't their ability to produce offspring capable of reproduction make them just that?
Well, you caught my eye mentioning horses and donkeys so I have to pitch in here. Mules and hinnies are not necessarily sterile, as I'd thought before. Just for fun, I looked up "hinny" on Wikipedia and found a very thorough article on this whole topic!
As for baby wholphin, I have very mixed feelings about breeding dolpins and whales in captivity because of the sad mortality rate.
I love seeing the dolphins cavorting in the waves right off our beach, and wonder if wholphins born in the wild are more inclined to stay with dolphins or whales.