To improve the performance and the capability of the drilling process, it is necessary to understand the mechanics of drilling. In particular, drill bit vibrations lead to undesirable effects such as chatter, hole location and roundness errors. In this study, the wandering motion during initial penetration in drilling is experimentally investigated. Four quantities, namely, mean, peak-to-peak value, skewness, and kurtosis are calculated for the time-domain orbital signals. The orbital signals were obtained using proximity probes. The drilling was performed in plates of aluminum, brass, steel, and stainless steel using conventional point and split-chisel symmetrical twist drills. The conventional and split-point drills show different wandering paths during the penetration process. In general, split-point drills produced larger size orbits with more chatter during initial penetration, but showed better centering. On the other hand, conventional drills were found to produce holes that were more offset with smaller size and smoother wandering motion around the actual centers.