Log Stock

Let $W_t$ be a standard Brownian Motion. A stock's price $S_t$ follows a GBM with drift $\mu$ and volatility $\sigma$ i.e. it satisfies the SDE $dS_t = S_t(\mu dt + \sigma dW_t)$. $\ln(S_t)$ satisfies a SDE of the form

$$d\ln(S_t) = \alpha dt + \beta dW_t$$

In the above, $\alpha$ and $\beta$ are some appropriate constants. Find $\alpha\beta$ when $\sigma = 2$ and $\mu = -1$.