FWIW I have found good results with 3M's "Quick Wax" spray. Comes in a black bottle. I clean the wheels weekly, but spray a light coat on the wheels after they are clean and dry. Seems to keep the dust from clinging quite as bad. The spray wax is mostly water, with a smaller amount of carnuba in it. Doesn't need time to haze up and then require a second wipe. Just spray and wipe dry.
Oh , factory 20" painted wheels on my F150.
I also use it between waxes (every 4 months or so) when I wash the truck (nearly weekly) to bring back some depth in the shine and give a touch of protection that washing removes.