Shareholders' Deficit - Assumptions Used to Calculate Fair Value of Options Granted Using Black-Scholes-Merton Option-Pricing Model (Details) - Stock options	12 Months Ended
Jan. 02, 2021	Dec. 28, 2019	Dec. 29, 2018
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected dividend yield (as a percent)	0.00%	0.00%	0.00%
Expected volatility (as a percent)	46.00%	43.00%	43.00%
Risk-free interest rate	0.70%	2.20%	2.70%
Expected term (years)	5 years 4 months 24 days	5 years 4 months 24 days	5 years

The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

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- Definition

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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No definition available.

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- Definition

Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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