Another solution using one Border and a VisualBrush, allowing setting the Border's CornerRadius and BorderThickness:
<Border BorderThickness="10" CornerRadius="10" HorizontalAlignment="Right" Height="150" VerticalAlignment="Bottom" Width="150" Margin="0,0,92.666,42.667">
<Border.BorderBrush>
<VisualBrush>
<VisualBrush.Visual>
<Grid>
<Grid.RowDefinitions>
<RowDefinition/>
<RowDefinition/>
</Grid.RowDefinitions>
<Grid.ColumnDefinitions>
<ColumnDefinition/>
<ColumnDefinition/>
</Grid.ColumnDefinitions>
<Path x:Name="ColoredBorderLeft" Data="M0,0 L0,0 1,0.5 L1,0.5 0,1" Fill="Blue" Stretch="Fill" Grid.RowSpan="2"/>
<Path x:Name="ColoredBorderRight" Data="M1,0 L1,0 0,0.5 L0,0.5 1,1" Fill="Red" Stretch="Fill" Grid.Column="1" Grid.RowSpan="2"/>
<Path x:Name="ColoredBorderTop" Data="M0,0 L0,0 0.5,1 L0.5,1 1,0" Fill="Green" Stretch="Fill" Grid.ColumnSpan="2"/>
<Path x:Name="ColoredBorderBottom" Data="M0,1 L0,1 0.5,0 L0.5,0 1,1" Fill="Yellow" Stretch="Fill" Grid.Row="1" Grid.ColumnSpan="2"/>
</Grid>
</VisualBrush.Visual>
</VisualBrush>
</Border.BorderBrush>
</Border>
- The Grid is needed to prevent the tips of the triangle Paths to "push through" into the border.
- The Path.Name's can be used for DataBinding or setting the color from code behind.