According to the list of dinner performers on Wikipedia, Bob Hope performed in 1944. There has always been performances at the event since its beginnings. It wasn't some serious conference for them to discuss business, it's always been a light-hearted event for people to have fun, and to increase relations between the White House and its press. Comedians have been in the lineup since at least Bob Hope in 1953. It was around the 80s when having a comedian speaker became a regular thing (I believe with Richard Pryor), with a roast of the president. Previously, not every president would even attend the dinners, although many of his staff would. Since the 80s, the president usually attends and is roasted by a comedian. I suppose this part would be a bit too informal for when it first started, especially considering standup comedy and its stylings only became very popular in the 40s, but the dinner has always involved performances.