And move back to starting as the Royals emphatically stated was the case as soon as Davis and James Shields came to Kansas City in last December's big trade.
So it was that Davis launched the unveiling of the Royals' new-look rotation on a sunny Tuesday afternoon in a 4-1 win over the previously undefeated Cleveland Indians at Goodyear Ballpark.
It couldn't have gone much better. He worked two scoreless innings, marred only by a hit batter in the first and a looping single in the second. He threw 29 pitches, including 15 strikes.
"I felt good, and that's all I was looking for today -- feeling good," Davis said. "It was just good to get work in against some different colored jerseys out there."
One plus was working with regular catcher Salvador Perez for the first time.
"He was good back there. A nice big target, and we seemed to be on a good page with everything," Davis said.
So he's off and running. What Davis wants to make clear, though, is that despite the assurances that he's a prime piece of the Royals rotation, he's not taking it for granted.
"If I have a chance to be a starter, I set my goals, my expectations high from the beginning. I don't care what the front office is saying or what anybody's writing or what the competition is," Davis said. "I know there's competition, there are always people going for the same position and there always will be -- for the next thousand years. My job is to set my expectations high. I want to win every game and I want to throw more innings than anybody on the team, I want to contribute any way I can off the field. I set my goals high every year."
Before his year of relief, Davis spent two seasons as a rotation regular for the Rays, going 12-10 in 2010 and 11-10 in '11 with 29 starts each year. Both times the Rays reached the playoffs.
Infielder Elliot Johnson, who came to the Royals later from the Rays in the same trade, saw a lot of Davis.
"Wade is going to be a really good starter for this team," Johnson said. "He started working on a cutter last year -- maybe I shouldn't be talking about this stuff -- but he was throwing 97 out of the 'pen for us last year. He's a bulldog, he's very competitive, he hates losing at anything and you can see how much he hates giving up hits when he shouldn't be."
Yost, in one of his whimsical moments, declared that Davis was a graduate of the James Shields School for Leadership and Competitiveness. Apparently his sheepskin was for a masters degree.
"He's learned how to compete. He's learned what it's about. When you step on that field, it's a prize fight every day," Yost said, warming to his topic. "It isn't an exhibition, you're fighting for your life every time you step on that mound. They've got it; they're competitors. They're going to give you all they've got. Some days it's going to be really good, some days it'll be OK and some days they'll have rough days. That's the way this game is. But they compete every time, that doesn't change. They come at you fearlessly, with confidence."
Coming out of Lake Wales (Fla.) High School, it took Davis six Minor League seasons before he got the call from Tampa Bay in September 2009.
"I never thought that I would not make it. I never thought that I would, but I never thought that I wouldn't -- does that make sense?" Davis said. "I knew that it wasn't guaranteed but I knew that I wouldn't settle for anything else. I thought that I had the ability and that I was driven enough to get the job done."
This isn't Davis' first look at a Kansas City Spring Training, by the way. Or his first visit to an Indians camp. But the others were Florida -- the Royals trained at Baseball City and the Tribe at Winter Haven, both not far from his Lake Wales home. So, as a kid, he went to some Grapefruit League games.
"I went up there a bunch," Davis said. "[Catcher] Pat Borders was from Lake Wales, too, so we got to go up there and see him play in Spring Training. Indians, too, so we were around."
Borders played for both teams in the mid-1990s when a young Davis was just getting into double digits in ages. His dad Ben, a carpenter, kept him busy.
"We were always at the field. A couple of days a week, out there taking batting practice, taking ground balls, throwing, running around and stuff," Davis said. "And fishing."
It didn't take Davis long to catch baseball fever.
"I told my sister a long time ago, I think when I was 12, that I was going to play for the Atlanta Braves," he said. "I don't know if I meant at the time that I'd play professional baseball, but I remember that story."
Now here he is, 15 years later, getting primed for what might be the prime of his career. As a starter, of course.