You can buy alloy wheel cleaner in Halfords, Atlantic etc. Spray on, leave for a couple of minutes (no more or it could damage the finish) rub with a cloth \ sponge and rinse really well. Once wheel is clean, I apply a layer of car wax polish, this protects the alloy and makes cleaing really easy next time. Bear in mind that brake dust is corrosive and will damage an alloy over time if left uncleaned.
Try this:
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