I have been reading about James-Stein estimator. It is defined as, in this notes,

$$ \hat{\theta}=\left(1 - \frac{p-2}{\|X\|^2}\right)X$$

I have read the proof but I don't understand the following statement.

Geometrically, the James–Stein estimator shrinks each component of $X$ towards the origin...

What does "shrink each component of $X$ towards the origin" exactly mean?