Before resorting to heavier duty abrasive mineral material like SOS steel wool, I would recommend starting with plastic abrasives like Scotch-Brite pads. They and knock-off scrubbie pad brands come in various coarseness usually denoted by color, with white being the lightest and dark green usually being the toughest. I would start with a dark green one for your alloys as they're usually not coarse enough to scuff into the alloy paint.

Grunge on alloys is generally quite baked on brake pad and road film dust. A number of alloy cleaners say they can easily remove brake dust, but my experience is they usually fall short of the mark.

Get as much off as you can using scrubbies starting with detergents then scrubbies with solvents, working your way up to methanol and even acetone used sparingly. Once you've dissolved off as much as you can, use scrubbies with WD-40 to try lifting off the remaining spots (followed by detergent to remove the oily WD-40 residue). After that you can resort to polishing the residual grunge off with mineral abrasives like soapy SOS pads.

At a certain point you may decide, heck they look clean and polished from a distance, so maybe quit while you're ahead before you start tearing into the alloy polished finish.
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Dave -still with 940's, prev 740/240/140/120 You'd think I'd have learned by now