The only CVE's it had for 2 years only happened if you allowed random users to sign up.
There is a firewall plugin and basically the only thing it does is check if you have outdated plugins and log all the times a bot tried to log in by going posting user:admin password:admin to /wp-login.php. It's rare but a few of them tried my domain name as username instead. It sends me e-mails about new vulnerabilities found, and it's always some plugin. Sure, some of them are "installed" in thousands or millions of websites, but it's never anything in the Wordpress core itself.
If you hide /wp-login.php and avoid dependencies, it's practically impenetrable since it has to be the most battle-tested CMS out in the wild, and yet people swear it's Swiss cheese of security holes.