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Watching Cassidy deliver their daughter Evalyn 'Evie' Day through natural childbirth just before midnight on Saturday was "amazing," country star Dierks Bentley tells PEOPLE. "She set out to do things -- as my wife does -- her own way, and she really wanted to do it naturally," he explains. "It's an amazing way to go because it makes you get involved as a husband, just reading books and helping her go through this process. I would have done it with all the drugs they could find! It takes a strong-willed woman and she was just amazing. You learn a lot about your wife."

Calling fatherhood the "wildest thing" he's done, the new father performed -- unshaven and exhausted from the previous evening's proceedings -- on Sunday in Nashville, raising money for Vanderbilt Children's Hospital. Having used the facilities services the night before, Dierks, 32, tells PEOPLE that "knowing this [concert] supports Vanderbilt Children's Hospital, it means more to me personally now than it ever has." As he and Cass, 33, settle into parenthood with 2-day-old Evie, Dierks is still wrapping his mind around his new title: Dad.

"I've got a natural high going. I've done a lot of crazy stuff in my life, but this is the wildest thing. It seems like I've opened the door to a whole 'nother universe. It's like there's another dimension I never knew existed!