The sense of weird that is used most often is the informal usage given in the first definition in that dictionary, which I have put in boldface here: 1 suggesting something supernatural; uncanny. informal very strange; bizarre. That certainly has negative connotations from my point of view.

What connotation does weird have?

While all three words mean "mysteriously strange or fantastic," weird may imply an unearthly or supernatural strangeness or it may stress peculiarity or oddness.

Is the word weird bad?

Socially awkward people often get told they're weird. It's a tricky word to deal with because it has both positive and negative connotations, and we use it to describe all kinds of things. Sometimes it refers to something that's offbeat or different, but not necessarily bad.