Winners win trophies. That was the simple message that Chelsea boss Sonia Bompastor gave her players before Sunday’s League Cup final. It clearly got through, too, because her Blues put on a performance of champions to beat Manchester United and win the first silverware of the season, while sending a message to the rest of England - and Europe - that, despite a disappointing campaign so far, they are still a huge threat.It’s hard to overstate how impressive, from a mentality standpoint, this triumph was. Chelsea have been nowhere near their best this season, which is why they are 10 points behind Women’s Super League leaders Manchester City and on the brink of relinquishing their status as English champions for the first time since 2019. While last season they were quite literally invincible, enjoying an historic unbeaten league campaign, the Blues have not had that feeling this year. Their confidence has been trodden on and their performances have regularly been under-par.Add in the fact that Millie Bright, Chelsea’s captain, could not play on Sunday; add in that Naomi Girma, another centre-back and a world-class one at that, picked up a knock the day before the game; add in that Kadeisha Buchanan, making her first start since November 2024, could only play an hour after injury; and add in that Nathalie Bjorn, her replacement off the bench, limped off within minutes of making her first appearance of the year. Veerle Buurman, aged 19, was the only player in the defence who ended the game in her natural position.And yet, Chelsea kept out a United side that, had they scored, would've equalled the Blues’ record for the longest scoring run in League Cup history. They silenced Jess Park, the in-form Lionesses star; nullified Melvine Malard, who has returned 16 direct goal involvements on the left; they limited Elisabeth Terland, the Red Devils’ starting centre-forward, to shots from range. United's is the second-most productive attack in the WSL this season and Chelsea, with a makeshift defence, kept them at bay.Meanwhile, in attack, Lauren James sparkled, Aggie Beever-Jones took her one opportunity and the Blues showcased a clinical touch that has deserted them for most of this season.This was a cup final, a game of the highest stakes, and Chelsea produced solidity in defence and ruthlessness in attack that they simply haven’t on a consistent basis, not enough to put up a strong WSL title defence. When it mattered most, Bompastor’s Blues went up a gear and did what was necessary to win the game.That is something that very few teams on the planet can do and is why, with two more trophies still on the table, this Chelsea side cannot be underestimated in the final two months of the season.Things haven’t gone to plan for Chelsea this year. This team has won all of the last six WSL titles but it appears that trophy will be heading to the blue side of Manchester, rather than the blue corner of London, in a couple of months’ time, with City in the drivers’ seat even after a disappointing draw with Aston Villa on Sunday.There are so many reasons why that is the case. First, there is the City side of it and how rejuvenated they have been under new head coach Andree Jeglertz. Then there are the faults of Chelsea, whose more attacking approach this term has unfortunately been paired with a lack of ruthlessness and a little less luck than last year, when the fine margins seemed to regularly go their way.Then there are the injuries. Some of Bompastor’s fellow WSL managers will have rolled their eyes when hearing the Chelsea boss talk about absences, given how big her squad is, but it would be unfair not to accept that the Blues have developed an injury list that has been extremely unforgiving, even with their ranks well-stocked.Sunday’s teamsheet painted the picture well. In the first half of this season, United had the thin squad and lacked the depth to compete on four fronts effectively. When they met Chelsea at the weekend, though, they had the superior bench.That’s because the Red Devils enjoyed a brilliant January, bringing in three new faces, while the Blues didn’t add a single signing, to the surprise of many given the combination of injuries and players soon to be out of contract. It’s also because Chelsea came into this game without Bright, Girma, Niamh Charles, Catarina Macario, Mayra Ramirez, Sam Kerr and Ellie Carpenter.But what Chelsea lacked in depth, they had in character. Speaking to GOAL before the final, Erin Cuthbert, the Blues’ captain on the day, noted her team’s strength at performing under pressure because of the experience they have accrued.Referring to last year’s League Cup final triumph, she explained: “It became any old game because at that point in the season, every game is a cup final. I know that sounds mental, but once you go to the business end of the season, every game is a cup final. Yes, there's a trophy at stake, but there's a trophy at stake in every single game that we're competing in. That's the sort of mindset that, if you get in a habit that every single game matters, it means you're not going to be over-awed by the occasion.”Asked if it could be an advantage the Blues have over others, Cuthbert speculated as much: “I don't personally know what it feels like, fortunately, in the last few years, but I think that definitely could be the case. You can play the occasion and not the game and I think that's a dangerous place to be in.”Add GOAL.com as a preferred source on Google to see more of our reportingDid United do that on Sunday? Only the players themselves could say, but the fact is that this was the third time the Red Devils have lost to Chelsea in a final, having also lost in their previous two meetings in the FA Cup final.“I don't think it's a fear,” Marc Skinner, the United boss, said to the BBC. “Chelsea had the edge on the fact they've been winning finals for ages. We've got to unlock that final bit to winning the games. In the building phases, we were better, but we've got to be better in the final finishing phase, in both boxes.”Chelsea's 'edge' in finals is not just over United. Since 2020, the Blues have played a whopping 10 cup finals, winning seven. City and United have only won one apiece in that time, from three and four final appearances, respectively. Arsenal, meanwhile, have the very impressive record of playing four and winning three, including two victories over Chelsea and a Champions League triumph. The Blues’ six successive WSL titles, and the big games won to clinch those, put another feather in their cap, though.“I think it’s just in our DNA,” James said to the BBC while collecting her Player of the Match award. “We always find a way to win, whether we play well or not. We always make sure that, no matter what, we put up a fight and we make ourselves hard to beat.”That’s the very base level with Chelsea. They will get to these finals and they will get over the line in big games because of the mentality of this team and the character throughout the group. At the very least, they are going to be competitive.Then, on top of that, there is the quality that still oozes throughout this squad. After all, there are world-class players in this team, like Hannah Hampton and Keira Walsh; there is the incredible talismanic talent of James, which has been regularly on display since her return from injury; and there are new players going to new levels, such as Buurman, the 19-year-old who filled in for Girma at centre-back on Sunday and was outstanding.And with a win in a cup final, there is a boost in confidence, one that Bompastor saw in the way her team pressed United in Bristol.“I think when the players are fully confident, it's easier for them to do that,” she said to the BBC. “I think we went back to a good level of confidence and I think we can recognise the team a little bit better in that aspect.”So if Chelsea can carry that confidence into the rest of the season, if they can maintain the base level of competitiveness that has been on show for a long time now, and they can sprinkle some of the quality in this squad on top of it all, why can’t they have a successful end to the season?It’s not going to be easy, by any means. The Blues are still dealing with so many injuries, even if some players will return along the way, and there are a lot of other teams with great quality chasing down the remaining trophies. The Champions League is a competition this team has never won, either.But it was hard to watch Sunday’s performance, and particularly the mentality required to win, and not feel like this Chelsea team can still achieve more this season. Yes, that WSL crown is slipping away, but there’s still plenty to play for.“It's got to give us momentum and it's got to give us belief that we are a good team,” Cuthbert said shortly before lifting that League Cup. “We've had up and down spells this season but we're a good team and we can beat anybody on our day.”