Slaven Bilic's side also boast the league's best away record and are the second highest scorers so far this season behind leaders Manchester City.
City are just one of the top sides the Hammers have nailed along the way.
A 2-1 at the Etihad came after claiming the scalps of Arsenal at the Emirates and Liverpool at Anfield and was followed by a win at fellow strong starters Crystal Palace before sparking a Chelsea meltdown by beating the reigning champions 2-1 at Upton Park last weekend.
The remarkable run of results has led to a number of pundits tipping the East Londoners for big things this season.
'We've got to beat the odds again'
But co-owner Sullivan, who like everyone else connected with the club is enjoying the season immensely, has told West Ham's official website there must be no complacency when they visit Vicarage Road this weekend.
"There are no easy games in the Premier League," Sullivan told whufc.com.
"The previous five years I used to look at Arsenal, Chelsea, Manchester City, Manchester United and say well these are write-offs, nothing, we might nick a point somewhere maybe.
"Now I go into them thinking we can beat anybody... not to say that we will.
"We're actually odds against, Watford are the favourites not us, the bookies give us a 60% chance but we're not favourites.
"So we've got to beat the odds on Saturday again.
"Watford won at the weekend, everyone says they're a decent team, (they) work very hard and the first 60 minutes against Arsenal there was nothing in it, so it will be a tough game."
Complacency has crept in before
Sullivan is right to sound a warning to the players as the Hammers have let complacency creep in a couple of times this season already.
After their headline-grabbing 2-0 win at the Emirates on the opening weekend, Bilic's side went on to lose back-to-back home games to Leicester City 2-1 and Bournemouth 4-3.
Then later on after going away to unbeaten leaders City and emerging victorious 2-1, the Hammers once again lost to Leicester next time out in the League Cup and scraped a 2-2 draw at home to Norwich City.
Bilic will be hoping his side has learned its lessons from those minor blips in what has otherwise been a stunning start.
Vicarage road a tough place to go
But as Sullivan has identified Watford will not be an easy place to go.
Hornets boss Quique Sanchez Flores has them hard to beat and they are coming off the back of a very impressive 2-0 win away at Stoke City last time out.
They have only lost twice at home so far this season, 1-0 to fast starters Palace and 3-0 to title hopefuls Arsenal.
Win and West Ham could well find themselves top of the league come Saturday night.