In that dolphins are whales sure. Some of these are pretty loose, hence the caveat. The colloquial term "whale" tends to mean something other than dolphins, including orcas.
Despite its vernacular name and both genera being in the same subfamily (Caprinae), the mountain goat is not a member of Capra, the genus that includes all true goats (such as the wild goat (Capra aegagrus), from which the domestic goat is derived); rather, it is more closely allied with the other bovids known as “goat-antelopes”, including the European chamois (Rupicapra), the gorals (Naemorhedus), the takins (Budorcas) and the serows (Capricornis), of Japan and eastern South Asia.
Despite its vernacular name and both genera being in the same subfamily (Caprinae), the mountain goat is not a member of Capra, the genus that includes all true goats (such as the wild goat (Capra aegagrus), from which the domestic goat is derived); rather, it is more closely allied with the other bovids known as “goat-antelopes”, including the European chamois (Rupicapra), the gorals (Naemorhedus), the takins (Budorcas) and the serows (Capricornis), of Japan and eastern South Asia.