There are so many great roles for Winslet. She could pretty much do whatever she wanted. And I'm sure she's been offered everything under the sun.
This article from 2014 seems to indicate she hasn't worked much in professional theatre:
While her children are young Winslet refuses to work back-to-back. She also, despite much cajoling from just about every great director, has yet to take on a theatre role. 'I’m not prepared to miss seven bedtimes a week,’ she says.
http://www.telegraph.co.uk/culture/film/10528659/Kate-Winslet-I-dont-do-theatre-because-Im-not-prepared-to-miss-my-childrens-bedtime.html
"Some people can thrive and bloom living life in a living room, that's perfect for some people of one hundred and five. But I at least gotta try, when I think of all the sights that I gotta see, all the places I gotta play, all the things that I gotta be at"