This must permeate the team as well. Imagine we just had one or two early wins...the team expectation and belief in the manager would be high. How must it feel to be in a team where you can't win or even score despite all your efforts. The difference with how we all view the club is seriously down to probably no more than an extra 3-6 points. Everyone has to get behind the team with some difficult games coming up....being 'right' won't help anyone if we continue to deteriorate (in league position). It's not awful yet, but could be if everyone, especially the players, lose their faith.
But therein lies the skill of a genuinely good manager on the psychological front. It's creating that belief, both within individuals and as a unit.