I don't make "protein shakes." Rather I put 15g of flavored whey protein in water. 58 calories for the stuff I use. It's said that a cyclist should get 1-1.5g of protein per kg of body weight. So that's what I start with for calories. I get that. I cut calories from the other two macros if I want to lose weight. I figure that we want to lose fat, not muscle, or at least not muscle until after we're down well below 10% body fat.

If we look at it from a calorie budget perspective, say a 180 lb. cyclist would then want to get 325-500 calories of protein total. If they were to budget 35% of their calories to protein in order to lose weight, that would give that person a 1000-1500 calorie/day diet. Of course not all of this protein will come from supplementals like whey. But the nice thing about whey is that it's pretty much fat-free which makes it easier to budget fat and carbs to fill out the rest of the diet. IMO. So whey is part of my weight loss scheme, rather than a weight gain scheme.