On paper, Vice President Kamala Harris should be feeling hopeful about Wisconsin.

The last 40 public polls included in The New York Times polling average of the vital battleground state show her leading in 28, tied in four and trailing former President Donald J. Trump in eight.

Ms. Harris, who is set to hold a rally in Madison on Friday evening, was up by four percentage points in the latest survey from Marquette Law School, widely considered the gold standard of Wisconsin polling. The Times polling average has shown her leading every day, albeit narrowly, since Aug. 6.

And yet, in what has appeared to be Democrats’ strongest battleground state even when President Biden was still in the race, Democrats, Republicans and even the state’s pollsters can agree on one thing: They don’t fully trust the polling and don’t believe Ms. Harris is ahead by as much as some of the surveys say.

“My numbers are my numbers, but I think in terms of putting it into context, four points would be a surprisingly strong finish for Harris,” said Charles Franklin, who conducts the Marquette Law School poll and began a new survey of the state this week. “That would be a huge margin for Wisconsin.”

Indeed, just about anyone involved in Wisconsin politics can recite the state’s history of close calls. Four of its last six presidential races were decided by fewer than 25,000 votes — less than a percentage point. When Gov. Tony Evers, a Democrat, won re-election two years ago by 3.4 points, it was considered a blowout. On that same ballot, Senator Ron Johnson, a Republican, defended his seat by fewer than 27,000 votes, 1 percent of the vote.