That'll depend entirely on your own notoriety. Some people prefer to avoid Steam, but its relatively few. Steam isn't just a way of selling your game, the steam platform is an audience -- one that has millions of daily regulars. If you can generate similar foot-traffic to your own site, you'll probably sell a similar number of copies (at least within a factor of 2-3 probably) but that's easier said than done. The amount of unique user traffic you generate is the upper-bound on potential sales through your site, of course -- if you don't draw people in, they can't buy your game there.

I've never seen specific numbers, but everything I've ever read on the topic is that Steam sales lead by a wide margin -- even some of the indie games that also appear on XBox Live Marketplace or Playstation Store typically report that Steam is their biggest earner. Steam exposure isn't going to drive buyer traffic to your website -- traffic, sure, but if they've found you via steam, its very likely they'll buy you there too. The overwhelming majority of people that will buy directly from you will do so because they're not already Steam customers (and didn't find you through Steam), therefore it stands to reason that only the non-steam customers your website draws itself is your base for direct sales -- there's little or no direct halo-effect from being on steam, other than maybe increased word-of-mouth and general visibility.

I think Amanita's games are an exception -- for one, their games aren't exactly a great fit for steam and steam's users aren't a great fit for them; The fact that steam *still* managed to account for half of their sales probably says more in favor of steam than their 50% says about their own website or marketing -- of course, it also says that for a certain kind of game, distributing via other channels or your own channels is necessary for success.