There's always a point of diminishing returns on everything. On wheel size, seems like it's between 18s and 19s, depending on track, as previously said; no one tire/wheel combo is best for everything.
By the way, stock 19s are lighter than 18s because they're forged, but forged 18s would be lighter than forged 19s in same design, but a 5-spoke design would be even lighter. Then you have the tire width, aspect ratio, and wheel width to mess with
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