Wiggins joined Team Sky from the American Garmin team in December
Team Sky's Bradley Wiggins finished second in the individual time trial on the penultimate stage of the Tour of Andalucia on Wednesday.
The triple Olympic champion clocked a time of 13 minutes four seconds on the 10.9km course in Malaga to finish five seconds behind winner Alex Rasmussen.
Wiggins' team-mates Greg Henderson and Stephen Cummings were ninth and 14th.
Mark Cavendish of Team HTC-Columbia, who is competing in his first race of the year, came home in 38th.
Cavendish's Australian team-mate Michael Rogers finished fourth to take the overall lead from Sergio Pardilla Bellon, who has slipped to third in the general classification.
Rogers goes into Thursday's final stage, a 161.4km race from Torrox Costa to Antequera, with a 19-second lead over Jurgen Van Den Broeck.
Thomas Lofkvist is the highest-placed member of the British-based Team Sky in 10th place, 50 seconds behind leader Rogers, with Cummings in 16th and Wiggins 58th.